Details about Ke Xu
Access statistics for papers by Ke Xu.
Last updated 2020-05-05. Update your information in the RePEc Author Service.
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- Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
Journal of Futures Markets, 2018, 38, (2), 219-242 View citations (7)
- A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Journal of Empirical Finance, 2016, 38, (PB), 623-639 View citations (17)
- A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets
Journal of Futures Markets, 2015, 35, (4), 339-356 View citations (22)